So I'm new to clipless pedals. I got some Shimano ones, with Specialized MTB shoes. They are an SPD clipless pedal, and the shop adjusted them as loose as they go to unclip from them. Myq questions are:

1.) How tight should I adjust them to? I'm not unclipping unexpectedly from the pedals, and so far (crossing fingers) have not had any crashes due to the settings.

2.) When would you want to change the tightness of the pedals? Based on terrain? Riding? etc? Do you ever really adjust them?

The answer is, as often the case, 'it depends', but these are the guidelines I tend to go by:

If you are new to clipless, I'd tend to leave them a bit loose, at least until you get past the 'in danger of tipping over at a stop sign' phase of clipless ownership.

If they aren't causing you problems and you don't do much aggressive riding, I'd leave them setup at pretty loose.

If you do any racing or spirited group rides, then it will probably be worth it to tighten them down some. Coming out of the pedals while standing and sprinting is a fairly good way to end up on the pavement or taking someone else out.

If you are a mountain biker and you use this bike to alternate between cross country and commuting rides, then I personally would tighten the clips before doing any lengthy or technical offroad rides.